Abstract
<p style='text-indent:20px;'>This paper considers a general risk model with stochastic return and a Brownian perturbation, where the claim arrival process is a general counting process and the price process of the investment portfolio is expressed as a geometric Lévy process. When the claim sizes are pairwise strong quasi-asymptotically independent random variables with heavy-tailed distributions, the asymptotics of the finite-time ruin probability of this risk model have been obtained.</p>
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